| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,434.25 |
7,499.25 |
65.00 |
0.9% |
7,433.00 |
| High |
7,535.25 |
7,517.25 |
-18.00 |
-0.2% |
7,598.75 |
| Low |
7,393.50 |
7,442.50 |
49.00 |
0.7% |
7,404.50 |
| Close |
7,495.25 |
7,497.50 |
2.25 |
0.0% |
7,544.75 |
| Range |
141.75 |
74.75 |
-67.00 |
-47.3% |
194.25 |
| ATR |
99.22 |
97.47 |
-1.75 |
-1.8% |
0.00 |
| Volume |
171,310 |
95,710 |
-75,600 |
-44.1% |
2,170,227 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,710.00 |
7,678.50 |
7,538.50 |
|
| R3 |
7,635.25 |
7,603.75 |
7,518.00 |
|
| R2 |
7,560.50 |
7,560.50 |
7,511.25 |
|
| R1 |
7,529.00 |
7,529.00 |
7,504.25 |
7,507.50 |
| PP |
7,485.75 |
7,485.75 |
7,485.75 |
7,475.00 |
| S1 |
7,454.25 |
7,454.25 |
7,490.75 |
7,432.50 |
| S2 |
7,411.00 |
7,411.00 |
7,483.75 |
|
| S3 |
7,336.25 |
7,379.50 |
7,477.00 |
|
| S4 |
7,261.50 |
7,304.75 |
7,456.50 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,098.75 |
8,016.00 |
7,651.50 |
|
| R3 |
7,904.50 |
7,821.75 |
7,598.25 |
|
| R2 |
7,710.25 |
7,710.25 |
7,580.25 |
|
| R1 |
7,627.50 |
7,627.50 |
7,562.50 |
7,669.00 |
| PP |
7,516.00 |
7,516.00 |
7,516.00 |
7,536.75 |
| S1 |
7,433.25 |
7,433.25 |
7,527.00 |
7,474.50 |
| S2 |
7,321.75 |
7,321.75 |
7,509.25 |
|
| S3 |
7,127.50 |
7,239.00 |
7,491.25 |
|
| S4 |
6,933.25 |
7,044.75 |
7,438.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,598.75 |
7,393.50 |
205.25 |
2.7% |
106.25 |
1.4% |
51% |
False |
False |
232,476 |
| 10 |
7,598.75 |
7,393.00 |
205.75 |
2.7% |
107.50 |
1.4% |
51% |
False |
False |
389,242 |
| 20 |
7,697.00 |
7,352.00 |
345.00 |
4.6% |
93.50 |
1.2% |
42% |
False |
False |
371,663 |
| 40 |
7,697.00 |
7,166.75 |
530.25 |
7.1% |
94.00 |
1.3% |
62% |
False |
False |
366,598 |
| 60 |
7,697.00 |
6,956.00 |
741.00 |
9.9% |
96.75 |
1.3% |
73% |
False |
False |
359,275 |
| 80 |
7,697.00 |
6,916.50 |
780.50 |
10.4% |
96.50 |
1.3% |
74% |
False |
False |
323,878 |
| 100 |
7,697.00 |
6,563.25 |
1,133.75 |
15.1% |
95.75 |
1.3% |
82% |
False |
False |
259,255 |
| 120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.1% |
104.75 |
1.4% |
85% |
False |
False |
216,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,835.00 |
|
2.618 |
7,713.00 |
|
1.618 |
7,638.25 |
|
1.000 |
7,592.00 |
|
0.618 |
7,563.50 |
|
HIGH |
7,517.25 |
|
0.618 |
7,488.75 |
|
0.500 |
7,480.00 |
|
0.382 |
7,471.00 |
|
LOW |
7,442.50 |
|
0.618 |
7,396.25 |
|
1.000 |
7,367.75 |
|
1.618 |
7,321.50 |
|
2.618 |
7,246.75 |
|
4.250 |
7,124.75 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,491.50 |
7,488.50 |
| PP |
7,485.75 |
7,479.50 |
| S1 |
7,480.00 |
7,470.50 |
|